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mtsm


Total Posts: 237
Joined: Dec 2010
 
Posted: 2019-05-08 17:36
Fediscope sent to deeds, nikol and traveller

gmetric_Flow


Total Posts: 19
Joined: Oct 2016
 
Posted: 2019-05-08 20:53
@mtsm- would you mind sharing it with me as well? Your magnanimity is most appreciated.

contango_and_cash


Total Posts: 107
Joined: Sep 2015
 
Posted: 2019-05-08 22:59
I'd be curious to read fediscope, too. email works.
thanks to the kind soul.

filthy


Total Posts: 1264
Joined: Jun 2004
 
Posted: 2019-05-09 01:04
Thanks a lot PJ. I'll send you a copy of the new book.

Now I'd like these (surprisingly not in the chicago library):

"On the Boness and Black-Scholes Models for Valuation of Call Options", Journal of Financial and Quant Analysis, 1978, 15-27.

"Hedging Options", Journal of Financial Economics, 1985, 317-321

"On the expected payoff and true probability of exercise of European options", Applied Economics Letters, 2001, 269-271

Thx

"Game's the same, just got more fierce"

TonyC
Nuclear Energy Trader

Total Posts: 1307
Joined: May 2004
 
Posted: 2019-05-09 01:13
at the risk of sounding like "horshack" on "welcome back kotter" (and yes I know that reference went over the heads of everybody who wasn't born prior to the Nixon administration) ...

ooohhh, ooohhh ooohhh ooohhh, me too, can i have some fediscope too?

(am I the only one that thinks fediscope sounds like the kind of late night cough medicine you take when you want to go robotripping?)


flaneur/boulevardier/remittance man/energy trader

TonyC
Nuclear Energy Trader

Total Posts: 1307
Joined: May 2004
 
Posted: 2019-05-09 02:03
Filthy, check your inbox

flaneur/boulevardier/remittance man/energy trader

pj


Total Posts: 3454
Joined: Jun 2004
 
Posted: 2019-05-09 09:38
@filthy
Gaah it's lower case pj

The older I grow, the more I distrust the familiar doctrine that age brings wisdom Henry L. Mencken

Martingale
NP House Mouse

Total Posts: 2643
Joined: Jun 2004
 
Posted: 2019-05-09 14:30
could I get the fediscope as well? much appreciated

longGamma


Total Posts: 13
Joined: Jan 2019
 
Posted: 2019-05-28 18:48
Can anyone can source the following two JPM papers?

Measuring the Macro Impact on Factor Performance: a rulebook for choosing factors in different macro environments

Style timing using Macro Indicators: testing a dynamic factor approach driven by macro environment signals

Thanks in advance.

eye51


Total Posts: 204
Joined: Oct 2004
 
Posted: 2019-05-29 10:16
Hello LongGamma,

I am also very interested in these papers.
regards,

Peace means reloading your guns

contango_and_cash


Total Posts: 107
Joined: Sep 2015
 
Posted: 2019-05-30 17:35
Similar paper, in spirit, to longGamma:

Evaluating the Efficiency of “Smart Beta” Indexes
https://jii.iijournals.com/content/6/1/111

Please and thank you.

I would also like those jpm papers if you have

zee4


Total Posts: 65
Joined: May 2010
 
Posted: 2019-06-09 00:26
Does anybody have a copy of:

A general approach to calculating VaR without volatilities and correlations:
https://www.msci.com/www/research-paper/a-general-approach-to/019090698

Thank you!

Бухарский

schmitty


Total Posts: 60
Joined: Jun 2006
 
Posted: 2019-06-09 01:45
> zee4: Does anybody have a copy of: A general approach to calculating VaR without volatilities and correlations

It's in the attached, pages 18-23.

Attached File: rmm2q97.pdf

mtsm


Total Posts: 237
Joined: Dec 2010
 
Posted: 2019-06-09 19:43
The JPM papers you are looking for have my and my employer's name printed all over them longGamma. Sorry.

contango_and_cash


Total Posts: 107
Joined: Sep 2015
 
Posted: 2019-08-25 22:26
Req: Is Patience a Virtue? The Unsentimental Case for the Long View in Evaluating Returns

https://jpm.pm-research.com/content/37/1/105

please, thanks

EspressoLover


Total Posts: 381
Joined: Jan 2015
 
Posted: 2019-08-26 00:19
Sci-hub, my man.

Good questions outrank easy answers. -Paul Samuelson
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